+393.6%
COHR vs COO
-52.5%
+446.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.6% | +4.4% |
| 7D | +8.3% | -22.5% | +30.9% | +20.5% |
| 30D | -14.1% | -29.7% | +15.6% | -0.4% |
| 3M | -16.0% | -20.1% | +4.1% | -9.6% |
| 6M | +21.5% | -26.9% | +48.4% | +36.2% |
| YTD | +65.4% | -34.2% | +99.7% | +97.0% |
| 1Y | +195.0% | -21.3% | +216.3% | +214.0% |
| 3Y | +830.2% | -38.7% | +868.8% | +972.4% |
| All | +393.6% | -52.5% | +446.0% | +547.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling